Opus Small Cap Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.13% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 3.84 | |
| 0.0797 | 9.69 | |
| 0.8398 | 123.18 | |
| 0.1610 | 8.70 |
Estimation Period:
Jul 18, 2018 to Feb 6, 2026
Jul 18, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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